Worst-case CVaR based portfolio optimization models with applications to scenario planning (Q5891578)

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scientific article; zbMATH DE number 6035834
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Worst-case CVaR based portfolio optimization models with applications to scenario planning
scientific article; zbMATH DE number 6035834

    Statements

    title
    Worst-case CVaR based portfolio optimization models with applications to scenario planning (English)
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    author
    Etienne de Klerk
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    Renata Sotirov
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    publication date
    16 May 2012
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    Identifiers

    zbMATH DE Number
    6035834
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